Estratégias de Negociação de Criptomoedas Baseados em Indicadores Financeiros Clássicos

Abstract

The increasing flow of information in the digital age forces the brain to increase the use of mental heuristics (mental shortcuts) which, although they assist in information processing, can result in harmful cognitive biases, especially in the context of financial investments. This work aims to develop and evaluate an algorithm based on financial indicators (RSI, MACD, and Volume) for the analysis of the Bitcoin market, aiming to minimize the influence of emotional biases in investment decisions. The results demonstrated that, although the traditional buy and hold strategy, used for comparison, presented higher nominal returns, the developed algorithm achieved greater operational stability, with more controlled drawdowns and lower standard deviation at certain times. Thus, the algorithm contributes to the analysis of the cryptocurrency market, providing a robust set of metrics and visualizations to evaluate performance and understand market behavior.